+79.8%
CNQ vs FGI
+8.1%
+71.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.4% | -10.5% | -1.1% |
| 7D | -0.7% | +22.8% | -23.5% | -0.7% |
| 30D | +6.7% | +85.9% | -79.2% | +6.6% |
| 3M | +12.8% | +32.4% | -19.6% | +12.7% |
| 6M | +13.3% | +106.3% | -93.0% | +12.5% |
| YTD | +53.1% | +48.4% | +4.6% | +52.5% |
| 1Y | +66.1% | +116.4% | -50.3% | +62.1% |
| All | +79.8% | +8.1% | +71.7% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling